Optimal Adaptive Prediction Intervals for Electricity Load Forecasting in Distribution Systems via Reinforcement Learning

Prediction intervals (PIs) offer an effective tool for quantifying uncertainty of loads in distribution systems. The traditional central PIs cannot adapt well to skewed distributions, and their offline training fashion is vulnerable to the unforeseen change in future load patterns. Therefore, we propose an optimal PI estimation approach, which is online and adaptive to different data distributions by adaptively determining symmetric or asymmetric probability proportion pairs for quantiles of PIs’ bounds. It relies on the online learning ability of reinforcement learning (RL) to integrate the two online tasks, i.e., the adaptive selection of probability proportion pairs and quantile predictions, both of which are modeled by neural networks. As such, the quality of quantiles-formed PI can guide the selection process of optimal probability proportion pairs, which forms a closed loop to improve PIs’ quality. Furthermore, to improve the learning efficiency of quantile forecasts, a prioritized experience replay (PER) strategy is proposed for online quantile regression processes. Case studies on both load and net load demonstrate that the proposed method can better adapt to data distribution compared with online central PIs method. Compared with offline-trained methods, it obtains PIs with better quality and is more robust against concept drift.

Optimal Adaptive Prediction Intervals for Electricity Load Forecasting in Distribution Systems via Reinforcement Learning

Prediction intervals (PIs) offer an effective tool for quantifying uncertainty of loads in distribution systems. The traditional central PIs cannot adapt well to skewed distributions, and their offline training fashion is vulnerable to the unforeseen change in future load patterns. Therefore, we propose an optimal PI estimation approach, which is online and adaptive to different data distributions by adaptively determining symmetric or asymmetric probability proportion pairs for quantiles of PIs’ bounds. It relies on the online learning ability of reinforcement learning (RL) to integrate the two online tasks, i.e., the adaptive selection of probability proportion pairs and quantile predictions, both of which are modeled by neural networks. As such, the quality of quantiles-formed PI can guide the selection process of optimal probability proportion pairs, which forms a closed loop to improve PIs’ quality. Furthermore, to improve the learning efficiency of quantile forecasts, a prioritized experience replay (PER) strategy is proposed for online quantile regression processes. Case studies on both load and net load demonstrate that the proposed method can better adapt to data distribution compared with online central PIs method. Compared with offline-trained methods, it obtains PIs with better quality and is more robust against concept drift.

Improved Deep Learning Model Based on Self-Paced Learning for Multiscale Short-Term Electricity Load Forecasting

Electricity loads are basic and important information for power generation facilities and traders, especially in terms of production plans, daily operations, unit commitments, and economic dispatches. Short-term load forecasting (STLF), which predicts power loads for a few days, plays a vital role in the reliable, safe, and efficient operation of a power system. Currently, two main challenges are faced by existing STLF prediction models. The first involves how to fuse multiscale electricity load data to obtain a high-performance model and remove data noise after integration. The second involves how to improve the local optimal solution despite the sample quality problem. To address the above issues, this paper proposes a multiscale electricity load data fusion- and STLF-based short time series prediction model built on a sparse deep autoencoder and self-paced learning (SPL). A sparse deep autoencoder was used to solve the multiscale data fusion problem with data noise. Furthermore, SPL was utilized to solve the local optimal solution problem. The experimental results showed that our model was better than the existing STLF prediction models by more than 15.89% in terms of the mean squared error (MSE) indicator.